Content type Date Title Tags
ERM Resource Enterprise Risk Management In Private Firms: Does Ownership Structure Matter? Agency ConflictAgency RiskBehavioural RiskEnterprise Risk ManagementERM and Risk Management Frameworkmoral hazard riskOwnership ConcentrationPrivate FirmsProject RiskType of Ownership
ERM Resource Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis Basel regulationscapital requirement regulationEconomic / Risk Based Capitalmarket lineNo specific riskregulated capitalrisk managementvalue-at-risk
ERM Resource Model uncertainty in risk capital measurement Bayesian model averagingEconomic / Risk Based CapitalHistorical simulationModel errorModel uncertaintyNo specific riskValue-at-Risk.Worst-case approach
ERM Resource Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach Change of Measure approachEconomic / Risk Based CapitalOperational RiskOperational risk capitalscenario analysis
ERM Resource A Cost of Capital Approach to Credit and Liquidity Spreads Contagion RiskContagion RiskCost of Capitalcredit riskcredit spreadsEconomic / Risk Based Capitalinsurance liabilitiesLiquidity RiskParameter RiskParameter Risk
ERM Resource Economic Capital: An Alternate Copula-Free Approach accounting dataEconomic / Risk Based CapitalEconomic capital modelexpected lossleverage ratiosNo specific risk
ERM Resource A Shortcut to Calculating Return on Required Equity and Its Link to Cost of Capital Cost of CapitalEconomic / Risk Based CapitalGAAP reserveNo specific riskparallel risk measuresReturn on required equitytarget loss ratio
ERM Resource Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins Contagion RiskEconomic / Risk Based CapitalMarket cost of capitalMonte Carlo simulationNo specific riskParameter Riskrisk margins
ERM Resource Risk, Uncertainty, and Profit for the Cyber Era: 'Knight Reconsidered' Cyber InsuranceCyber RiskCyber Risk ModellingEmerging Risksexpected shortfallModel risk managementQuantitative Financevalue at risk
ERM Resource A methodological framework and tool for assessing the climate change related risks in the banking sector assessmentBankingClimate ChangeClimate RiskEmerging RisksMethodologyrisk
ERM Resource Analysis On The Risk Of Ebola Emerging RisksExtreme Event RiskHealth insuranceInsurance RiskMortality RatesMortality Risk
ERM Resource Cyber Risk: A Big Challenge in Developed and Emerging Markets Cyber RiskCyber RiskEmerging RisksReputational Risk
ERM Resource 2016 AFP Risk Survey: Report of Survey Results Emerging RisksFinancial FactorsForecasting RiskNo specific riskUncertainty
ERM Resource Reinsurance and Emerging Risks Climate ChangeCybersecurityEmerging RisksinsuranceNo specific riskReinsurance
ERM Resource Components and Challenges of Integrated Cyber Risk Management Cyber RiskCyber risk managementEmerging RisksRisk assessmentRisk Identificationrisk response